University of Minnesota Ph.D. dissertation. January 2009. Major: Statistics. Advisor: Douglas M. Hawkins. 1 computer file (PDF); x, 87 pages, appendices: pages 67-87. Bibliographical references: pages 63-66.

Who really wins from foreign direct investment (FDI) and by how much? Should winners care about corruption? Building on evidence of heterogeneity in the FDI-growth relationship, we propose a semiparametric model that allows corruption to influence the relationship between the conditioning...

This paper develops a new methodology for estimating and testing conditional factor models in finance. We propose a two-stage procedure that naturally unifies the two existing approaches in the finance literature–the parametric approach and the nonparametric approach. Our combined approach...